Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1567853.4359 | -83542.6831 | -1484310.7528 | 319887.0532 | -3150394.4633 | 3470281.5165 |
Total P&L (%) | -1567.8534 | -83.5427 | -1484.3108 | 319.8871 | -3150.3945 | 3470.2815 |
Avg Daily Profit (%) | -0.6951 | -0.037 | -0.6581 | 0.0636 | 0 | 0.1586 |
Buy And Hold Return (%) | 268.6842 | 268.6842 | 268.6842 | 268.6842 | 268.6842 | 268.6842 |
Max Trade Drawdown | -1675137 | -114139 | -1578029 | -3864537 | -3227196 | -2452756 |
Profit Factor | 0.1997 | 0.6467 | 0.1384 | 1.0391 | 0.2837 | 1.9176 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 35 | 16 | 19 | 35 | 15 | 20 |
Losing Trades | 25 | 14 | 11 | 25 | 15 | 10 |
Profitability (%) | 58.3333 | 53.3333 | 63.3333 | 58.3333 | 50 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.1427 | 0.5658 | 0.0801 | 0.7422 | 0.2837 | 0.9588 |
Largest Winning Trade | 29510 | 25460 | 29510 | 4510503 | 555527 | 4510503 |
Largest Losing Trade | -1125145 | -47990 | -1125145 | -1799766 | -1799766 | -1232448 |
Avg Bars in Trades | 71 | 51 | 92 | 71 | 51 | 92 |
Avg Bars in Winners | 41 | 29 | 51 | 52 | 27 | 71 |
Avg Bars in Losers | 114 | 76 | 163 | 98 | 74 | 134 |
Bars Traded | 4318 | 1536 | 2782 | 4318 | 1536 | 2782 |
Profit Streak | 76.6292 | 76.6292 | 250.6292 | 76.6292 | 76.6292 | 250.6292 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -752233 | -579835 | -577698 | -565080 | -580267 | 434137 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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